I recommend Goyo: the Boy General, and Heneral Luna, they are great starters for anyone interested in the Philippines history. Also Police Story 1-3, Disciples of the 36th Chamber, Five Deadly Venoms, Five Element Ninjas, the live action editions of Bleach and Jin Roh, BuyBust, and the Good the bad the Weird.
I recommend the Vietnamese film Hai Phượng (English name: FURIE). It's like a mix between the American film Kidnap and the Korean film Ahjusshi (Man from Nowhere). Also the Thai film Bad Genius. It's not exactly an action or horror film, but it's suspenseful and is based on a true story.